Morgan Stanley Call 165 ROST 20.1.../  DE000ME6LU15  /

Stuttgart
2024-07-26  4:37:28 PM Chg.-0.019 Bid8:13:41 PM Ask8:13:41 PM Underlying Strike price Expiration date Option type
0.241EUR -7.31% 0.240
Bid Size: 50,000
0.260
Ask Size: 50,000
Ross Stores Inc 165.00 USD 2024-12-20 Call
 

Master data

WKN: ME6LU1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.16
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -2.20
Time value: 0.27
Break-even: 154.75
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.23
Theta: -0.03
Omega: 10.97
Rho: 0.11
 

Quote data

Open: 0.250
High: 0.250
Low: 0.241
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.90%
1 Month
  -47.61%
3 Months
  -16.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.550 0.260
6M High / 6M Low: 1.010 0.197
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.75%
Volatility 6M:   199.77%
Volatility 1Y:   -
Volatility 3Y:   -